Benchmarking of Problems and Solvers: a Game-Theoretic Approach
2019
scientific article
english
- benchmarking
- software
- solvers
- problems
- testing
- multiobjective decision-making problem
EN In this note, we propose a game-theoretic approach for benchmarking computational problems and their solvers. The approach takes an assessment matrix as a payoff matrix for some zero-sum matrix game in which the first player chooses a problem and the second player chooses a solver. The solution in mixed strategies of this game is used to construct a notionally objective ranking of the problems and solvers under consideration. The proposed approach is illustrated in terms of an example to demonstrate its viability and its suitability for applications.
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CC BY-NC-ND (attribution - noncommercial - no derivatives)
public
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